Are forecast updates progressive?

DOI10.1016/j.matcom.2013.03.007zbMath1499.62444OpenAlexW2171390905MaRDI QIDQ2227404

Chia-Lin Chang, Michael McAleer, Philip Hans Franses

Publication date: 15 February 2021

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: http://papers.tinbergen.nl/13049.pdf

zbMATH Keywords

intuitionforecast errorseconometric modelsmacroeconomic forecastsprogressive forecast updates

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64)

Cites Work

• Properties of ordinary least squares estimators in regression models with nonspherical disturbances
• Econometric Issues in the Analysis of Regressions with Generated Regressors
• When are two step estimators efficient?
• ON THE COMPARISON OF SEVERAL MEAN VALUES: AN ALTERNATIVE APPROACH
• Tests of equal forecast accuracy and encompassing for nested models

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